-33.2%
ROL vs TPR
+28.7%
-61.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | +0.8% | +6.4% | -5.7% | -0.3% |
| 30D | +20.6% | +13.8% | +6.8% | +18.0% |
| 3M | +4.5% | -16.6% | +21.1% | +5.9% |
| 6M | -26.5% | +0.7% | -27.2% | -27.3% |
| YTD | -34.8% | +5.3% | -40.2% | -36.6% |
| 1Y | -33.2% | +32.4% | -65.5% | -37.3% |
| All | -33.2% | +28.7% | -61.9% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling